+157.9%
MTZ vs BUD
+46.3%
+111.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -11.1% | -5.7% | -5.4% | -9.7% |
| 3M | -36.7% | +3.1% | -39.8% | -37.6% |
| 6M | -21.9% | +7.9% | -29.8% | -24.4% |
| YTD | +9.1% | +27.3% | -18.2% | +0.4% |
| 1Y | +30.0% | +37.8% | -7.9% | +16.1% |
| 3Y | +138.5% | +49.8% | +88.6% | +101.5% |
| All | +157.9% | +46.3% | +111.6% | +108.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BUD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling